RBI Call/STRABAG 23-25/ AT0000A37C55 /
| 2024-05-31 3:44:24 PM | Chg.-0.090 | Bid5:24:35 PM | Ask5:24:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.010EUR | -8.18% | - Bid Size: - |
- Ask Size: - |
STRABAG SE | 31.8192 EUR | 2025-03-21 | Call |
Master data
| WKN: | RC1A9D |
|---|---|
| Issuer: | Raiffeisen Bank International AG |
| Currency: | EUR |
| Underlying: | STRABAG SE |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 31.82 EUR |
| Maturity: | 2025-03-21 |
| Issue date: | 2023-10-05 |
| Last trading day: | 2025-03-20 |
| Ratio: | 7.96:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.61 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.25 |
|---|---|
| Intrinsic value: | 1.07 |
| Implied volatility: | - |
| Historic volatility: | 0.26 |
| Parity: | 1.07 |
| Time value: | 0.03 |
| Break-even: | 40.57 |
| Moneyness: | 1.27 |
| Premium: | 0.01 |
| Premium p.a.: | 0.01 |
| Spread abs.: | 0.02 |
| Spread %: | 1.85% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.080 |
|---|---|
| High: | 1.080 |
| Low: | 1.010 |
| Previous Close: | 1.100 |
| Turnover: | - |
| Market phase: | CL |
All quotes in EUR
Performance
| 1 Week | -11.40% | ||
|---|---|---|---|
| 1 Month | -6.48% | ||
| 3 Months | +91.65% | ||
| YTD | +118.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.160 | 1.010 |
|---|---|---|
| 1M High / 1M Low: | 1.260 | 1.000 |
| 6M High / 6M Low: | 1.260 | 0.275 |
| High (YTD): | 2024-05-15 | 1.260 |
| Low (YTD): | 2024-03-15 | 0.438 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.110 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 1.142 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 0.697 | |
| Avg. volume 6M: | 48 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.36% | |
| Volatility 6M: | 144.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
